---------- Forwarded message ----------
Dear Colleague,
Please circulate the following announcement (we are sorry for possible
multiple posting!)
Also, attached is a conference poster. We would be very grateful if you
could display it in your institution!
CALL FOR PAPERS:
28th Conference on Stochastic Processes and their Applications
1-5 July 2002
Melbourne, Australia
The conference will provide an international forum for the presentation
and discussion of new results in the area of the theory and applications
of stochastic processes.
*PROGRAMME:
The themes of the conference include: stochastic analysis, discrete random
processes and randomised algorithms, topics in limit theorems, Markov
chain Monte Carlo, Markov processes, random processes in random
environments, point processes, as well as application areas such
as: stochastic processes in finance and insurance, stochastic processes in
physics, applications to telecommunications, time series, modelling in
biology and medicine.
The Scientific Advisory Committee of the conference comprises S. Asmussen,
P.J. Brockwell, L.H.Y. Chen, F. Den Hollander, C.C. Heyde, G.R. Grimmett,
I.A. Ibragimov and O. Zeitouni.
The program consists of fifty-minute lectures delivered by invited
speakers and twenty-minute contributed talks by participants on various
topics related to stochastic processes and their applications.
The list of confirmed invited speakers to date includes: I. S. Borisov
(Novosibirsk), P. Del Moral (Toulouse), P. Embrechts (Zurich),
O. Haggstrom (Goteborg), K. Johansson (Stockholm), Zhi-Ming Ma (Beijing),
M. Neuts (Tuscon), T. Ozaki (Tokyo), P. Protter (Cornell) and D. Siegmund
(Stanford).
The conference language is English.
The registration form, abstract template and accommodation details can be
downloaded from the Conference website at
http://www.spa28.ms.unimelb.edu.au/
Please complete the form and return with payment or credit card details by
mail or fax to the conference address (see below).
*ABSTRACTS:
Those wishing to present a paper at the conference should submit an
abstract using our LaTeX template. This template can be downloaded from
the conference website. Please ensure that the printed output of your
abstract fits into one page. Please e-mail your LaTeX source file to
spa(a)ms.unimelb.edu.au
and if ready, also send a printed copy of your abstract with your
registration form.
The DEADLINE for submission of abstracts is 3 May 2002.
*LOCATION:
Melbourne is a city of over 3 million people and has been judged to be one
of the most liveable cities in the world. The conference will be held at
the University of Melbourne (www.unimelb.edu.au) which is in the
cosmopolitan Carlton, close to the centre of the city. Some links to sites
with Melbourne tourist information can be found in the Local Information
section of the conference website.
*COSTS:
The registration fee is AU$400 for academics (AU$ 450 after 3 May 2002),
and AU$200 for students (AU$1=US$0.5 approx. in November 2001).
Budget accommodation (details are on the website) is available at AU$55
per night. Hotel accommodation is available in the range from AU$110 to
AU$170.
Please note that in 2001 it was possible to buy return airtickets from
Europe and/or North America to Melbourne for about US$1,000. Further
information will be provided on request.
* TOURS:
Apart from its scientific merits, participating in the conference is an
excellent opportunity to visit Australia, one of the most beautiful and
interesting countries in the world. Several excursions are being organized
for the conference participants. Also feel free to make your own
arrangements to visit the Great Barrier Reef and other fantastic places in
Australia during your visit.
Looking froward to hearing from you,
Tim Brown, Chairman, Organizing Committee,
Kostya Borovkov, Sci. Secretary
Postal address:
SPA28: Bronwen Hewitt,
Conference Management,
Old Physics Building,
The University of Melbourne,
VIC 3010,
Australia
Fax: (+61-3) 8344 6122, tph: (+61-3) 8344 6389
E-mail: bhewitt(a)unimelb.edu.au
URL: http://www.spa28.ms.unimelb.edu.au
This THURSDAY we will NOT have our usual seminar on "Optima and
Equilibria". Instead we will have a talk by Sasha Gorbulsky, find
the details below.
Tu, 27.11.2001
--------------
Josef Teichmann, Filtering Problems from the geometric point of view
Th, 29.11.2001
--------------
Sasha Gorbulsky, Some entropy type invariants of decreasig sequences of
measurable partitions
For further details, including abstracts see
http://www.fam.tuwien.ac.at/schedule/
--
|christopher summer ||tu vienna, financial and actuarial mathematics
|tel +43 1 58801 10522 ||http://www.fam.tuwien.ac.at/~csummer
|fax +43 1 58801 10599 ||csummer(a)fam.tuwien.ac.at
Tu, 27.11.2001
--------------
Josef Teichmann, Filtering Problems from the geometric point of view
Th, 22.11.2001
--------------
Uli Haboeck, Subdifferentials of Convex Functions,
our seminar on "Optima and Equilibira" continues
For further details, including abstracts see
http://www.fam.tuwien.ac.at/schedule/
--
|christopher summer ||tu vienna, financial and actuarial mathematics
|tel +43 1 58801 10522 ||http://www.fam.tuwien.ac.at/~csummer
|fax +43 1 58801 10599 ||csummer(a)fam.tuwien.ac.at
---------- Forwarded message ----------
Date: Wed, 21 Nov 2001 09:42:53 +0100
From: Peter Imkeller <imkeller(a)mathematik.hu-berlin.de>
Subject: magdeburger stochastik-tage 2002
Dear colleagues,
as you might have heard, the Fachgruppe Stochastik organizes its 5th
bi-annual meeting "Stochastik-Tage" from
Warch 19 to 22, 2002, in Magdeburg.
I am co-organizer of the section on "Stochastic Analysis", for which
Wendelin Werner (Paris) will be a main speaker. The last meeting in Hamburg
has been quite a success, and I think the organizers in Magdeburg will do
their best to follow in Hamburg's footsteps. Usually, the "Stochastik-Tage"
give a forum especially to younger probabilists, in particular PhD students
and postdocs to present their work and get to know the non-local
stochastics community. I would like to ask you to spread this message among
your students and co-workers, ask them to come to Magdeburg, and not to
hesitate to announce a talk. There is still ample space in the section on
stochastic analysis, and I would be happy to welcome as many of you and
your students as possible. Of course, there is also another reason to wish
that a big number of you be present: elections for the Vorstand der
Fachgruppe will be held in Magdeburg. And it would be good to be well
represented in this directing committee!
For more information on the meeting, please consult the web site
http://www.math.uni-magdeburg.de/stoch2002/f_second_en.html
where you will also see that the deadline for applications is end of January.
Looking forward to seeing you in Magdeburg
Peter Imkeller.
Prof. Dr. Peter Imkeller
Institut fuer Mathematik
Humboldt-Universitaet zu Berlin
Unter den Linden 6
10099 Berlin
Germany
email: imkeller(a)mathematik.hu-berlin.de
URL: http://wws.mathematik.hu-berlin.de/~imkeller
phone: ++49-30-2093 5850
fax: ++49-30-2093 5848
Dear FAM-ily!
In an effort to reorganize our open problem list Josef suggested the
following: Everybody should send me (Christopher) a short report (LaTeX)
describing the area and problems she/he is currently working on. Out of
these information we will compile a new, up to date open problem list to
show what everyone is currently working on. This list should be useful for
each of us (future cooperations, how to describe the work at our
institute, ...).
Josef & Christopher
Tu, 20.11.2001
--------------
Johanna Gaier, Asymptotic Ruin Probability and Optimal Investment for an
Insurance Company with Small Claims
Th, 22.11.2001
--------------
Eva Strasser, our seminar on "Optima and Equilibira" continues
For further details, including abstracts see
http://www.fam.tuwien.ac.at/schedule/
--
|christopher summer ||tu vienna, financial and actuarial mathematics
|tel +43 1 58801 10522 ||http://www.fam.tuwien.ac.at/~csummer
|fax +43 1 58801 10599 ||csummer(a)fam.tuwien.ac.at
---------- Forwarded message ----------
Date: Thu, 15 Nov 2001 09:51:26 +0100 (MET)
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
To: Christopher Summer <csummer(a)fam.tuwien.ac.at>
Desweiteren moechte ich auf den Frankfurt MathFinance Workshop, 3.-6.
April 2002 hinweisen. Deine Kollegen und Du seid herzlich eingeladen,
Eure aktuellen Forschungsergebnisse vorzutragen. Bei Interesse sollten
wir Personen, Themen und Termine abstimmen.
Viele Gruesse aus Frankfurt,
uwe
Dr. Uwe Wystup
Global FX Options Quantitative Research
Commerzbank Treasury and Financial Products
Postal Address:
ZTD 2.35
60261 Frankfurt am Main
Germany
Visiting address:
Commerzbank Trading Center
Mainzer Landstrasse 153
Frankfurt am Main
Phone +49 - 69 - 136 - 41067
Fax +49 - 69 - 136 - 40557
Mobile +49 - 177 - 7963182
<mailto:uwe.wystup@commerzbank.com> mailto:uwe.wystup@commerzbank.com
Frankfurt MathFinance Institute (Goethe-University)
<http://www.institute.mathfinance.org/>
http://www.institute.mathfinance.de/
Editor
The MathFinance Newlsetter
<http://www.mathfinancenews.com/> http://www.mathfinancenews.com/
<http://www.mathfinance.de/> http://www.mathfinance.de/
<mailto:uwe@mathfinance.de> mailto:uwe@mathfinance.de
Tu, 13.11.2001
--------------
Walter Schachermayer, The Fundamental Theorem of Asset Pricing under
Proportional Transaction Costs in Finite Discrete Time
Th, 15.11.2001
--------------
Eva Strasser, our seminar on "Optima and Equilibira" continues
For further details, including abstracts see
http://www.fam.tuwien.ac.at/schedule/
--
|christopher summer ||tu vienna, financial and actuarial mathematics
|tel +43 1 58801 10522 ||http://www.fam.tuwien.ac.at/~csummer
|fax +43 1 58801 10599 ||csummer(a)fam.tuwien.ac.at
---------- Forwarded message ----------
Date: Tue, 6 Nov 2001 14:37:13 +0100 (CET)
From: reinhard.winkler(a)oeaw.ac.at
To: Abonnenten von `Wissenswertes': ;
Subject: Wissenswertes 12.11.: Langer
Wissenswertes aus der Mathematik
Am Montag, 12.11.2001 um 16.00 Uhr (s.t.)
traegt
Heinz Langer (TU Wien)
unter dem Titel
Spektraleigenschaften von Blockoperatormatrizen
vor.
Ort: Seminarraum 118
(TU Wien, Freihaus,
Turm A, gruener Bereich,
5.Stock, fensterlos)
Martin.Goldstern(a)tuwien.ac.at, Reinhard.Winkler(a)oeaw.ac.at
http://www.tuwien.ac.at/goldstern/wissen.html
P.S.: Ab heute schicken wir diese Ankündigungen mit unsichtbarer
Adressenliste im mail-Header. Siehe auch
http://www.tuwien.ac.at/goldstern/wissenswertes/adressen.html
Tu, 06.11.2001
--------------
Patrick Cheridito, Sensitivity of the Black-Scholes option price to the
local path behaviour of the stochastic process modelling the underlying
asset
Th, 08.11.2001
--------------
Tanja Veza, our seminar on "Optima and Equilibira" continues
For further details, including abstracts see
http://www.fam.tuwien.ac.at/schedule/
--
|christopher summer ||tu vienna, financial and actuarial mathematics
|tel +43 1 58801 10522 ||http://www.fam.tuwien.ac.at/~csummer
|fax +43 1 58801 10599 ||csummer(a)fam.tuwien.ac.at